+543.1%
VEEV vs ITUB
+220.1%
+323.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.5% |
| 7D | -4.6% | +2.2% | -6.8% | -4.9% |
| 30D | +8.6% | +12.6% | -4.0% | +7.0% |
| 3M | +62.4% | +6.4% | +56.0% | +60.8% |
| 6M | +40.3% | +0.6% | +39.7% | +39.5% |
| YTD | +17.5% | +18.8% | -1.3% | +14.0% |
| 1Y | -6.1% | +31.0% | -37.1% | -10.3% |
| 3Y | +16.7% | +118.1% | -101.4% | +2.9% |
| 5Y | -13.3% | +193.0% | -206.4% | -28.1% |
| All | +543.1% | +220.1% | +323.0% | +404.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ITUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling